+366.6%
NEM vs ZM
+48.4%
+318.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | -0.5% |
| 7D | +3.9% | +1.6% | +2.2% | +3.8% |
| 30D | +12.7% | -7.7% | +20.4% | +13.2% |
| 3M | +28.7% | -4.7% | +33.3% | +28.9% |
| 6M | +9.8% | +24.4% | -14.7% | +8.0% |
| YTD | +28.1% | +11.8% | +16.3% | +26.7% |
| 1Y | +69.3% | +13.4% | +56.0% | +67.2% |
| 3Y | +247.7% | +33.8% | +213.8% | +238.1% |
| 5Y | +153.4% | -67.2% | +220.5% | +155.0% |
| All | +366.6% | +48.4% | +318.3% | +362.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling